Break a post into seveal “pages”

I have been searching for this ability for a while now and have not been able to find out if this is possible with wp. I don’t know if the terminology I am looking for is incorrect so I figured I would finally post here and see what people have to say.

Basically what I have been trying to do is this. In a single post (not creating several posts and linking to them from the main page) have a post about a band. On the band page have links to lyrics, albums, bio, and photos.

Is this possible with wp? I know you can set paging to a page but thats not it.

Is this possible with wordpress?